According to Spanish authorities, about 50,000 people had crossed into Ceuta by land and sea from Thursday in an unprecedented surge at one of the European Union's only land borders with Africa.
More than 48,000 of them returned to Morocco within 48 hours without major incident, Spain said.
Reuters footage on Saturday showed Spanish soldiers and police patrolling a mostly empty Tarajal beach shrouded in fog.
Civil Guard police started laying the new barrier on Saturday morning on the Tarajal breakwater, one of the main points used by people trying to enter the tiny Spanish territory, the government said in a statement.
The pneumatic barrier, alongside a line of anchored naval buoys, was designed to stand 30 to 70 centimetres above water and extend as much as one metre below the surface, it said, while a channel between the barriers would allow Civil Guard vessels to patrol the area.
At least 67 bodies have been recovered on the Spanish side of the frontier, officials said, after some migrants drowned and others were crushed while trying to climb the breakwater and border fence.
Many were driven to migrate by economic hardship and encouraged by social media rumours.
Ceuta and Spain's other North African enclave, Melilla, sit on Morocco's Mediterranean coast and periodically face attempted crossings by migrants seeking to reach Europe.
The latest attempt caused division in the EU, with several countries calling for Spain to ensure that the incident was contained.
Twenty-two EU governments called on Saturday for an emergency meeting of interior ministers over the Ceuta crisis, urging the bloc to help Madrid regain control of its border with Morocco.
Meanwhile, Spain's centre-left Prime Minister Pedro Sanchez also asked EU leaders to convene interior ministers urgently, but criticised governments that had called for Spain's exclusion from the bloc's passport-free Schengen travel area.
Italy's right-wing government announced on Friday it was suspending Schengen arrangements with Spain for one month.
"In the current international context, the EU cannot afford this kind of selfish, polarising and unlawful reaction," Sanchez wrote.
In the EU governments' letter to Ireland, which holds the bloc's rotating presidency, the countries said the crossings challenged the EU's external frontier and risked encouraging further illegal migration.
They called for a co-ordinated response, including possible extra support from EU border agency Frontex and a review of cooperation with Morocco. France, Luxembourg and Portugal did not sign the letter, alongside Spain and Ireland.
Madrid said the people who entered Ceuta irregularly could not travel onwards to mainland Spain or elsewhere in the Schengen zone.
In a statement, the foreign ministry said travellers leaving Ceuta by sea or air underwent police identity checks, representing a second layer of control after the land border with Morocco.
In contrast with most of Europe, Spain has adopted a more open stance on migrants, introducing a program to grant residency to more than half a million undocumented people.
But it has rejected suggestions that the regularisation scheme had encouraged the rush into Ceuta, saying applicants must prove residence in Spain before January 1, 2026, and five continuous months of residence when applying.
Sanchez, who visited Ceuta on Friday, described the crossings as a violation of Spain's territorial sovereignty and said returns were being accelerated with Moroccan co-operation.
